Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.1% ERI SDIR Johnson & Johnson 68% 15.4% Walgreen Company 9.99 20.8% For a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock, calculate a. The expected return b. The volatility (standard deviation) a. The expected return The expected return of the portfolio is % (Round to one decimal place) b. The volatility (standard deviation) The volatility of the portfolio is * (Round to one decimal place.) Enter your answer in each of the answer boxes E o BI